"Do you have experience in my sector" is a question whose answer is always yes. So do not ask for experience, ask for evidence, and that evidence has three parts: who, when, and who is still there.
What you can check before you call
IKAg's factsheets show the stated sector focus and reference clients per agency, and you can browse by sector. That gives you a list of agencies active in your market in ten minutes, with names attached.
Beyond that: the trade press reports who won which assignment, and award sites show the client and the agency per campaign. Search there for your competitors rather than for agency names; that gives you the agencies genuinely serving your market.
The three questions to ask
1. Who exactly, and when? A list of sectors is a claim. Ask for three clients in that sector, with the years. A reference from seven years ago is not current experience.
2. Who from that team is still there? With median staff turnover of 34.6 percent a year in this market, there is a real chance the people who knew the sector have gone. Experience an agency claims but no longer holds in house is a sales argument.
3. What was not allowed there, and why? This is the question that exposes real sector knowledge. Anyone who can list the pitfalls (which claims are forbidden, which approval route applies, where the sensitivities sit) has actually worked there. Anyone who can only list names has the logos.
Mind the conflict of interest
Experience in your sector almost always means the agency serves or served a competitor of yours. Ask which one, and ask how they organise separation: separate teams, separate files, and an agreement about what happens if your competitor knocks tomorrow.
See also: which agency fits your sector and which clients an agency has.